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refactor: Refactored to use MovingAverage_Engine

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Toh4iem9
2025-12-19 11:15:51 +01:00
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Indicators/MyIndicators/StochasticFast_Pro.md
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@@ -17,12 +17,6 @@ Our `StochasticFast_Pro` implementation is a unified, professional version that
The Fast Stochastic's %K line is the raw calculation, and the %D line is its direct moving average. The Fast Stochastic's %K line is the raw calculation, and the %D line is its direct moving average.
### Required Components
* **%K Period:** The main lookback period for the Stochastic calculation.
* **%D Period & MA Method:** The period and type of moving average for the signal line.
* **Price Data:** The `High`, `Low`, and `Close` of each bar.
### Calculation Steps (Algorithm) ### Calculation Steps (Algorithm)
1. **Calculate the %K Line (Fast %K):** This is the core of the Stochastic calculation. It measures where the current close is relative to the price range over the `%K Period`. 1. **Calculate the %K Line (Fast %K):** This is the core of the Stochastic calculation. It measures where the current close is relative to the price range over the `%K Period`.
@@ -36,22 +30,26 @@ The Fast Stochastic's %K line is the raw calculation, and the %D line is its dir
Our MQL5 implementation is a robust, unified indicator built on a modular, object-oriented framework. Our MQL5 implementation is a robust, unified indicator built on a modular, object-oriented framework.
* **Modular Calculation Engine (`StochasticFast_Calculator.mqh`):** * **Modular Calculation Engine (`StochasticFast_Calculator.mqh`):**
The entire calculation logic for both standard and Heikin Ashi versions is encapsulated within a single, powerful include file. The entire calculation logic is encapsulated within a reusable include file.
* An elegant, object-oriented inheritance model (`CStochasticFastCalculator` and `CStochasticFastCalculator_HA`) allows the main indicator file to dynamically choose the correct calculation engine at runtime based on user input, eliminating code duplication. * **Composition Pattern:** Instead of re-implementing moving average logic, the Stochastic calculator internally uses our powerful `MovingAverage_Engine`. This ensures that the %D line smoothing is mathematically identical to our standalone Moving Average indicator.
* **Optimized Incremental Calculation:** * **Advanced Smoothing Options:**
Thanks to the integration with the `MovingAverage_Engine`, the %D signal line supports **seven** different smoothing methods (SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA), giving traders unprecedented control over signal generation.
* **Optimized Incremental Calculation (O(1)):**
Unlike basic implementations that recalculate the entire history on every tick, this indicator employs an intelligent incremental algorithm. Unlike basic implementations that recalculate the entire history on every tick, this indicator employs an intelligent incremental algorithm.
* It utilizes the `prev_calculated` state to determine the exact starting point for updates. * **State Tracking:** It utilizes `prev_calculated` to process only new bars.
* **Persistent State:** The internal price buffers (`m_src_high`, etc.) persist their state between ticks. This allows the calculation to efficiently access historical data for the High/Low range search without re-copying the entire series. * **Persistent Buffers:** Internal buffers persist their state between ticks, ensuring seamless updates.
* This results in **O(1) complexity** per tick, ensuring instant updates and zero lag, even on charts with extensive history. * **Robust Offset Handling:** The engine correctly handles the initialization period of the %K line (where data is insufficient), ensuring that the %D calculation starts only when valid data is available. This prevents artifacts and "INF" errors at the beginning of the chart.
* **Full MA Type Support:** The calculator contains a complete, robust implementation for all standard MQL5 MA types (SMA, EMA, SMMA, LWMA) for the "%D" signal line smoothing. * **Object-Oriented Design:**
* An elegant inheritance model (`CStochasticFastCalculator` and `CStochasticFastCalculator_HA`) allows the main indicator file to dynamically choose the correct calculation engine (Standard or Heikin Ashi) at runtime.
## 4. Parameters ## 4. Parameters
* **%K Period (`InpKPeriod`):** The lookback period for the initial Stochastic calculation. Default is `14`. * **%K Period (`InpKPeriod`):** The lookback period for the initial Stochastic calculation. (Default: `14`).
* **%D Period (`InpDPeriod`):** The smoothing period for the final signal line (%D). Default is `3`. * **%D Period (`InpDPeriod`):** The smoothing period for the final signal line (%D). (Default: `3`).
* **%D MA Type (`InpDMAType`):** The type of moving average used for the "%D" step. Default is `MODE_SMA`. * **%D MA Type (`InpDMAType`):** The type of moving average used for the "%D" step. Now supports extended types: **SMA, EMA, SMMA, LWMA, TMA, DEMA, TEMA**. (Default: `SMA`).
* **Candle Source (`InpCandleSource`):** Allows the user to select the candle type for the calculation (`Standard` or `Heikin Ashi`). * **Candle Source (`InpCandleSource`):** Allows the user to select the candle type for the calculation (`Standard` or `Heikin Ashi`).
## 5. Usage and Interpretation ## 5. Usage and Interpretation
@@ -60,4 +58,3 @@ Our MQL5 implementation is a robust, unified indicator built on a modular, objec
* **Crossovers:** The crossover of the %K line and the %D signal line is a common trade signal. Due to the indicator's sensitivity, these signals will be more frequent than with the Slow Stochastic. * **Crossovers:** The crossover of the %K line and the %D signal line is a common trade signal. Due to the indicator's sensitivity, these signals will be more frequent than with the Slow Stochastic.
* **Divergence:** Look for divergences between the Stochastic and the price action. * **Divergence:** Look for divergences between the Stochastic and the price action.
* **Using Heikin Ashi:** Selecting the Heikin Ashi option results in a smoother oscillator, which can help mitigate some of the inherent "choppiness" of the Fast Stochastic. * **Using Heikin Ashi:** Selecting the Heikin Ashi option results in a smoother oscillator, which can help mitigate some of the inherent "choppiness" of the Fast Stochastic.
* **Caution:** The Fast Stochastic is a very sensitive, range-bound oscillator. It generates many signals and is highly susceptible to market noise. It is often used by short-term traders or as a component in a larger system rather than as a standalone signal generator. Many traders prefer the smoother signals of the Slow Stochastic.